Innovations in Derivatives Markets

Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation

Szerző: KATHRIN GLAU

Nyelv:

Kötés: Puha kötésű

Kiadó: Springer International Publishing AG

Elérhetőség: Beszállítói készleten

Küldés 5-8 napon belül

19 736 Ft

This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivativ...

Információk a könyvről

Szerző

KATHRIN GLAU

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2018

oldal

449

EAN

9783319815145

ISBN

9783319815145

Enbook ID

19433705

Kiadó

Springer International Publishing AG

Súly

6905

Méretek

155 x 235 x 26

Teljes leírás

This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in: - Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk. - Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling. - Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied correlations. The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation procedure and the reference interest rates are represented by a multitude of curves according to their different periods and maturities. A panel discussion included in the book (featuring Damiano Brigo, Christian Fries, John Hull, and Daniel Sommer) on the foundations of modeling and pricing in the presence of counterparty credit risk provides intriguing insights on the debate.

Érdekelheti

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták

Leggyakrabban keresett

Categories

Authors

Publishers

Termékek

Termékek

Leggyakrabban keresett

Categories

Authors

Publishers

Termékek

Termékek

Innovations in Derivatives Markets

Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation

Információk a könyvről

Teljes leírás

Érdekelheti

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták